1 - 6 of 6 articles
Abstract. We consider parametric semi-infinite optimization problems without the usual asssumptions on the continuity of the involved mappings and on the compactness of the index set counting the inequalities. We establish a characterization of those optimization problems which have a unique or...
Abstract. Existence and uniqueness theorems for parabolic stochastic partial differential equations with space—time white noise are proved. The method is a combination of the characterization theorem for Hida distributions with the Feynman—Kac and Girsanov formulae.
Abstract. The purpose of this paper is to study the problem of asymptotic stabilization in probability of nonlinear stochastic differential systems with unknown parameters. With this aim, we introduce the concept of an adaptive control Lyapunov function for stochastic systems and we use the...
Abstract. In this paper a convergence analysis for a modified Landweber iteration for the solution of nonlinear ill-posed problems is presented. A priori and a posteriori stopping criteria for terminating the iteration are compared. Some numerical results for the solution of a parameter...
Abstract. In this article we consider the two-dimensional Navier—Stokes equations with free boundary condition (open surface), and derive a number of different results: a new orthogonal property for the nonlinear term, improved a priori estimates on the solution, an upper bound on the dimension...
Abstract. In this paper we further develop the theory of the extended Timoshenko beam model, as first introduced in Part I  of this work, with particular emphasis on applications of the model in formation theory , . We begin with formal development of the equilibrium equations of...
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